+320.7%
AEP vs AMC
-98.1%
+418.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.2% |
| 7D | +1.8% | +2.3% | -0.5% | +1.8% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | -1.8% | +35.2% | -37.0% | -2.0% |
| 6M | -5.4% | +124.6% | -129.9% | -5.8% |
| YTD | +10.4% | +69.9% | -59.4% | +10.1% |
| 1Y | +18.2% | -2.6% | +20.7% | +18.0% |
| 3Y | +79.0% | -79.8% | +158.7% | +79.3% |
| 5Y | +64.8% | -99.4% | +164.2% | +66.5% |
| 10Y | +170.8% | -98.9% | +269.7% | +166.6% |
| All | +320.7% | -98.1% | +418.8% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling